+15.6%
CTSH vs DFNS
-100.0%
+115.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -12.2% | +9.5% | -2.7% |
| 7D | -0.6% | -44.0% | +43.4% | -0.5% |
| 30D | +13.4% | -69.1% | +82.5% | +13.7% |
| 3M | +14.4% | -95.6% | +110.1% | +15.1% |
| 6M | +27.7% | -96.2% | +123.9% | +27.5% |
| YTD | -20.6% | -99.6% | +79.0% | -20.8% |
| 1Y | -9.1% | -99.7% | +90.6% | -9.4% |
| 3Y | +3.1% | -100.0% | +103.1% | -1.8% |
| 5Y | -11.8% | -100.0% | +88.2% | -12.3% |
| All | +15.6% | -100.0% | +115.6% | +20.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DFNS.
Daily Out/Under-Performance
Portfolio return minus DFNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DFNS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded DFNS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling